\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Market          &       1.419&       0.177&       1.593&       1.489&      -3.916&       0.733&       0.320&       0.748&       0.726\\
                &     (0.809)&     (0.448)&     (0.512)&     (1.079)&     (2.245)&     (1.870)&     (0.797)&     (0.774)&     (0.339)\\
[1em]
HKM Factor      &      -1.400&       1.116&       3.440&      -2.984&      -3.408&       2.144&       0.920&       1.034&      0.0443\\
                &     (0.769)&     (1.244)&     (1.817)&     (3.265)&     (6.053)&     (4.592)&     (0.860)&     (2.395)&     (0.616)\\
[1em]
Fwd. CIP Ret. PC1&    -0.00629&     -0.0215&     -0.0701&      -0.140&     -0.0396&     -0.0940&      0.0381&      -0.175&     -0.0478\\
                &    (0.0254)&    (0.0561)&    (0.0414)&    (0.0766)&    (0.0151)&    (0.0716)&     (0.137)&     (0.254)&    (0.0190)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.010&       0.025&       0.050&       0.025&       0.010&       0.005&       0.097&       0.011&            \\
H1 p-value      &       0.235&       0.431&       0.179&       0.486&       0.083&       0.758&       0.812&       0.886&       0.980\\
KZ p-value      &       0.008&       0.312&       0.244&       0.672&       0.281&       0.476&       0.060&       0.890&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
